Sure... If an angel were "more substantial" - i.e., had a density approaching that of, say, a Neutron Star - of course it could easily pass through a man-made wall. That ought to be evident to everyone!
'Course, that angel is gonna leave a pretty big hole in that wall! (Note to Lewis: Solid walls - unlike air or water - don't "close up" again).
Why take such a preposterous claim as the led (yes: led: a short summary serving as an introduction to a news story, article, or other copy) of an essay? It only makes everything that follows doubtful.
Regards,
Only if you think in material terms. More substantial could also mean the difference between say a projected hologram vs a real thing hand. Your hand can pass through a hologram and not damage it permanently, as soon as your hand passes through it returns to normal.